hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1253.00
Total PnL
253.00 (25.30%)
Total Trades (Win/Los)
101 (36/65)
Win Rate
35.64%
Max Drawdown
464.11 (30.26%)
Total Fees
29.02
Position avg (max), %
31.35 (44.41)
Profit Factor
1.21
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.00% | 14.14% | 7.80% | -5.77% | 8.40% | 1.86% | 4.49% | -1.46% | -0.55% | 2.25% | -1.82% | -7.15% | 27.08% |
| 2025 | -7.04% | -0.69% | 4.88% | -2.94% | 0.11% | -6.83% | 11.25% | 2.92% | -2.96% | -2.07% | 5.78% | -3.66% | -2.80% |
| 2026 | 6.60% | 3.65% | -9.10% | 1.44% | -0.42% | 0.00% | — | — | — | — | — | — | 1.46% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1253.00 |
| Min balance | 991.37 |
| Max balance | 1533.92 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.76 |
| Average monthly return (arithmetic), % | 0.90 |
| Best month, % | 14.14 |
| Worst month, % | -9.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 253.00 |
| Total PnL, % | 25.30 |
| Gross profit | 1644.44 |
| Gross loss | 1359.82 |
| Trading volume (USDT) | 80626.15 |
| Total transactions (buy/sell) | 102 |
| Total fees | 29.02 |
| Funding net | -2.60 |
| Funding accrued (received) | 22.22 |
| Funding paid | 24.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 101 |
| Win Trades | 36 |
| Los Trades | 65 |
| Win Rate, % | 35.64 |
| Expectancy per trade | 2.8180 |
| Max consecutive wins | 4 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.35 |
| Position max, % of margin balance | 44.41 |
| Max Drawdown | 464.11 |
| Max Drawdown, % | 30.26 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2093 |
| Recovery Factor (Total PnL / Max DD) | 0.5451 |
| Sharpe ratio (monthly) | 0.5694 |
| Sortino ratio (monthly) | 0.9823 |
| CAGR, % | 9.79 |
| Calmar ratio (CAGR / Max DD%) | 0.3236 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 284.62 | Fee: 29.02 | Vol: 80626.15
Realized PnL by Symbol
Details
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